Similar Search Results

Robust estimators for simultaneous equations models

Krishnakumar, Jayalakshmi - In: Journal of econometrics 78 (1997) 2, pp. 295-314

Persistent link: https://www.econbiz.de/10001219973

Robust estimation of Heckman model

Ronchetti, Elvezio - In: Robustness in econometrics, (pp. 3-21). 2017

Persistent link: https://www.econbiz.de/10011800914

Time invariant variables and panel data models : a generalised Frisch-Vaugh theorem and its implications

Krishnakumar, Jayalakshmi (contributor) - 2003 - [Elektronische Ressource]

Mundlak (1978) showed that when individual effects are correlated with the explanatory variables in an error component (EC) model, the GLS estimator is given by the within. In this paper we bring out some additional interesting properties of the within estimator in Mundlak's model and go on to...

Persistent link: https://www.econbiz.de/10001890414

Going beyond functionings to capabilities : an econometric model to explain and estimate capabilities

Krishnakumar, Jayalakshmi (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002433141

Time invariant variables and panel data models : a generalised Frisch-Waugh theorem and its implications

Krishnakumar, Jayalakshmi - In: Panel data econometrics : theoretical contributions and …, (pp. 119-132). 2006

Mundlak ("On the Pooling of Time Series and Cross-Section Data", Econometrica, Vol. 46 (1978),pp. 69-85) showed that when individual effects are correlated with the explanatory variables in an error component (EC) model, the GLS estimator is given by the within. In this paper we bring out some...

Persistent link: https://www.econbiz.de/10003331433